Fund invests at least 80% of its assets in the component securities of the VettaFi New Frontier U.S. Dividend Select Index (the U.S. Dividend Multiplier Underlying Index). Derivatives that have economic characteristics and provide investment exposure similar to securities included in the U.S. Dividend Multiplier Underlying Index will be counted towards the Funds 80% investment policy. The U.S. Dividend Multiplier Underlying Index is a systematic, rules-based proprietary index that is maintained and calculated by VettaFi LLC (VettaFi or Index Provider). The U.S. Dividend Multiplier Underlying Index is based on the VettaFi US Equity Large-Cap 500 Index (Parent Index) and is constructed by applying an optimization process to the Parent Index that aims to deliver excess (or multiplied) dividend yield balanced against volatility relative to the broad market as represented by the Parent Index (to provide a high dividend yield relative to the Parent Index balanced against volatility through the selection and weighting of securities from the Parent Index), as described in greater detail below.